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1. Fund A Fund B Price Price 12/31/2019 12 72 12/31/2018 22 75 12/31/2017 18 62 12/31/2016 16 58 12/31/2015 14 56 Given the Fund
1.
Fund A | Fund B | |
Price | Price | |
12/31/2019 | 12 | 72 |
12/31/2018 | 22 | 75 |
12/31/2017 | 18 | 62 |
12/31/2016 | 16 | 58 |
12/31/2015 | 14 | 56 |
Given the Fund data above, answer the following questions.
A) Calculate the compound annual return of Fund A
answer format x.xx%, eg. 2.22%
Calculate the total risk of Fund B.
answer format: x.xxx, eg. 3.126
Calculate the correlation of the 2 Funds.
answer format: x.xxx eg. 0.123
Calculate the Sharpe ratio of Fund B given an annual risk free rate of 3%.
answer format: x.xx eg 0.45
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